Introduces the principles of options in corporate finance, covering markets, terminology, valuation, and pricing models.
Covers the basics of derivatives, including hedging, leveraging, spreads, payoffs, and pricing models for underlying assets.
Explores degree of freedom analysis, redundancy, and data reconciliation in process modeling and optimization.
Introduces records, variants, evaluation rules, typing rules, aliasing challenges, and benefits in programming languages.
Introduces the history and concepts of derivatives, including forward contracts, options, and their use in hedging and speculation.
Delves into the world of decentralized finance derivatives, exploring crypto derivatives types and existing protocols while discussing the need for new derivatives and financial data oracles.
Explores snowpack theory, covering installation, processes, and mechanisms involved in snowpack formation and energy conservation.
Explores turbulence characteristics, simulation methods, and modeling challenges, providing guidelines for choosing and validating turbulence models.
Covers maps as key-value data structures, including querying, updating, and handling missing values, with practical examples like polynomial representation.
